I noticed that when I disabled Full Screen, the game began to search my DVD drive when I started up the game. When I had no disc in there, it would continuously ask me to insert a disc and give me the usual three options when a disc fails to be detected. After clicking 'cancel' a few times, the game starts, but the message box still appears in-game. This is all taken care of when I insert the CD, but since the CD shouldn't be needed, I figured that this was probably a bug of some kind.